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The upcoming lunar lander missions, for example Chang'e 2 from CNSA and several mission proposals and studies currently under consideration at NASA (e.g. Neal et al., ROSES 2006 Proposal to NASA, 2006), ESA (e.g. Hufenbach, European Workshop on Lunar Landers, ESTEC, Noordwijk, The Netherlands, 2005; Foing, EPSC Abstracts, vol 2, EPSC2007-A-00422, European Planetary Science Congress, Potsdam, Germany, 2007) and JAXA, Japan (Matsumoto et al., Acta Astronautica, 59:68–76, 2006) offer new possibilities to measure the thermal properties of the lunar regolith and to determine the global lunar heat flow more accurately than it is hitherto known. Both properties are of high importance for the understanding of the lunar structure and the evolution of the Moon–Earth system. In this paper we present some work on new thermal sensors to be used for in situ investigations of the lunar soil in combination with novel drilling techniques applicable for the lunar regolith. Such systems may preferably be mounted on mobile stations like the lunar rover currently built for the Chinese Chang'e 2 mission. A general description of a presently tested prototype of the lunar rover is given and mounting possibilities for a drilling system and thermal sensors are shown. Then we discuss some options for thermal sensors and drills and how they could be combined into one compact instrument. Subsequently a tube-like sensor suitable for measuring the thermal conductivity of the material surrounding a borehole is described in more detail. Finally the performance of such a tube-shaped sensor when applied in a lunar borehole is investigated by thermal modelling and compared with the behaviour of a more conventional needle-shaped sensor.